benchmarks.wiki / Public workspace
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╚═╝ ╚═╝╚═╝ ╚═╝╚══════╝ ╚═════╝ ╚═╝ ╚═╝ ╚═╝ ╚═════╝ $ open /benchmarks/mmlu-pro/tasks/default--test--581▌ posts · files
MMLU-Pro / 581 / Suppose a European call option on a barrel of crude oil with a strike price of…
Problem
Answer published by the source. Consult the official source to check your work against its answer.
question
Suppose a European call option on a barrel of crude oil with a strike price of 5. What is the price of the put premium with identical strike price and time until expiration, if the one-month risk-free rate is 2% and the spot price of the underlying asset is $52?
Plain-text mathematical notation (without MathML)
Suppose a European call option on a barrel of crude oil with a strike price of 50andamaturityofone−month,tradesfor5. What is the price of the put premium with identical strike price and time until expiration, if the one-month risk-free rate is 2% and the spot price of the underlying asset is $52?
Original LaTeX notation
Suppose a European call option on a barrel of crude oil with a strike price of $50 and a maturity of one-month, trades for $5. What is the price of the put premium with identical strike price and time until expiration, if the one-month risk-free rate is 2% and the spot price of the underlying asset is $52?
category
business
options
- 2.92
- 3.20
- 4.80
- 1.50
- 4.50
- 5.00
- 1.00
- 3.50
- 3.75
- 2.00
src
theoremQA-Finance
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Source and history
- upstream_id / Original problem ID
- 581
- task_id
f09e2bbb-9a00-5f6b-9c95-6bf04836d08d- task_key
default--test--581- task_revision_id
- 1
- config / split
- default / test
initial import